The Journal of Portfolio Management

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Factor Investing in Currency Markets: Does It Make Sense?
Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
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The Volatility Effect Revisited
David Blitz, Pim van Vliet and Guido Baltussen

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 45-63; DOI: https://doi.org/10.3905/jpm.2019.1.114
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Introduction: Quantitative Strategies: Factor Investing
Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 1-4; DOI: https://doi.org/10.3905/jpm.2019.46.2.001
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Value by Design?
Stephan Kessler, Bernd Scherer and Jan Philipp Harries

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 25-43; DOI: https://doi.org/10.3905/jpm.2019.1.122
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The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build a Style Factor ETF That Does What It Says on the Tin
Jason MacQueen

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 64-78; DOI: https://doi.org/10.3905/jpm.2019.1.121
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A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender and Xiaole Sun

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 11-23; DOI: https://doi.org/10.3905/jpm.2019.1.117
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Factor Investing in US Sovereign Bond Markets: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability Management
Jean-Michel Maeso, Lionel Martellini and Riccardo Rebonato

The Journal of Portfolio Management Quantitative Special Issue 2020, 46 (2) 121-140; DOI: https://doi.org/10.3905/jpm.2019.1.115
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Escaping the Backtesting Illusion
Thorsten Hens, Klaus Reiner Schenk-Hoppé and Mathis-Hendrik Woesthoff

The Journal of Portfolio Management March 2020, jpm.2019.1.123; DOI: https://doi.org/10.3905/jpm.2019.1.123
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Policy Portfolios and Portfolio Characteristics
Joseph Simonian

The Journal of Portfolio Management November 2019, 46 (1) 52-59; DOI: https://doi.org/10.3905/jpm.2019.1.108
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Trading against the Grain: When Insiders Buy High and Sell Low
Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Qunzi Zhang

The Journal of Portfolio Management November 2019, 46 (1) 139-151; DOI: https://doi.org/10.3905/jpm.2019.46.1.139

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